CME Pit-Traded Corn Future May 2011
Trading Metrics calculated at close of trading on 13-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
638-0 |
648-0 |
10-0 |
1.6% |
639-0 |
High |
645-2 |
657-2 |
12-0 |
1.9% |
641-0 |
Low |
637-0 |
646-6 |
9-6 |
1.5% |
604-0 |
Close |
639-6 |
651-4 |
11-6 |
1.8% |
603-6 |
Range |
8-2 |
10-4 |
2-2 |
27.3% |
37-0 |
ATR |
12-7 |
13-2 |
0-3 |
2.5% |
0-0 |
Volume |
31,440 |
62,706 |
31,266 |
99.4% |
139,065 |
|
Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
683-3 |
677-7 |
657-2 |
|
R3 |
672-7 |
667-3 |
654-3 |
|
R2 |
662-3 |
662-3 |
653-3 |
|
R1 |
656-7 |
656-7 |
652-4 |
659-5 |
PP |
651-7 |
651-7 |
651-7 |
653-2 |
S1 |
646-3 |
646-3 |
650-4 |
649-1 |
S2 |
641-3 |
641-3 |
649-5 |
|
S3 |
630-7 |
635-7 |
648-5 |
|
S4 |
620-3 |
625-3 |
645-6 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
727-2 |
702-4 |
624-1 |
|
R3 |
690-2 |
665-4 |
613-7 |
|
R2 |
653-2 |
653-2 |
610-4 |
|
R1 |
628-4 |
628-4 |
607-1 |
622-3 |
PP |
616-2 |
616-2 |
616-2 |
613-2 |
S1 |
591-4 |
591-4 |
600-3 |
585-3 |
S2 |
579-2 |
579-2 |
597-0 |
|
S3 |
542-2 |
554-4 |
593-5 |
|
S4 |
505-2 |
517-4 |
583-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
657-2 |
604-0 |
53-2 |
8.2% |
9-3 |
1.4% |
89% |
True |
False |
40,871 |
10 |
657-2 |
604-0 |
53-2 |
8.2% |
11-2 |
1.7% |
89% |
True |
False |
31,846 |
20 |
657-2 |
590-4 |
66-6 |
10.2% |
8-5 |
1.3% |
91% |
True |
False |
24,733 |
40 |
657-2 |
530-6 |
126-4 |
19.4% |
8-6 |
1.3% |
95% |
True |
False |
24,183 |
60 |
657-2 |
530-6 |
126-4 |
19.4% |
9-6 |
1.5% |
95% |
True |
False |
22,776 |
80 |
657-2 |
474-4 |
182-6 |
28.1% |
10-2 |
1.6% |
97% |
True |
False |
21,273 |
100 |
657-2 |
438-0 |
219-2 |
33.7% |
9-4 |
1.5% |
97% |
True |
False |
19,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
701-7 |
2.618 |
684-6 |
1.618 |
674-2 |
1.000 |
667-6 |
0.618 |
663-6 |
HIGH |
657-2 |
0.618 |
653-2 |
0.500 |
652-0 |
0.382 |
650-6 |
LOW |
646-6 |
0.618 |
640-2 |
1.000 |
636-2 |
1.618 |
629-6 |
2.618 |
619-2 |
4.250 |
602-1 |
|
|
Fisher Pivots for day following 13-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
652-0 |
646-0 |
PP |
651-7 |
640-5 |
S1 |
651-5 |
635-1 |
|